Euro Bund Future September 2010
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Jul-2010 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Jul-2010 | 
                    23-Jul-2010 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        129.21 | 
                        128.80 | 
                        -0.41 | 
                        -0.3% | 
                        129.16 | 
                     
                    
                        | High | 
                        129.43 | 
                        128.91 | 
                        -0.52 | 
                        -0.4% | 
                        129.54 | 
                     
                    
                        | Low | 
                        128.53 | 
                        127.85 | 
                        -0.68 | 
                        -0.5% | 
                        127.85 | 
                     
                    
                        | Close | 
                        128.69 | 
                        128.33 | 
                        -0.36 | 
                        -0.3% | 
                        128.33 | 
                     
                    
                        | Range | 
                        0.90 | 
                        1.06 | 
                        0.16 | 
                        17.8% | 
                        1.69 | 
                     
                    
                        | ATR | 
                        0.74 | 
                        0.76 | 
                        0.02 | 
                        3.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        702,815 | 
                        802,156 | 
                        99,341 | 
                        14.1% | 
                        3,485,121 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                131.54 | 
                131.00 | 
                128.91 | 
                 | 
             
            
                | R3 | 
                130.48 | 
                129.94 | 
                128.62 | 
                 | 
             
            
                | R2 | 
                129.42 | 
                129.42 | 
                128.52 | 
                 | 
             
            
                | R1 | 
                128.88 | 
                128.88 | 
                128.43 | 
                128.62 | 
             
            
                | PP | 
                128.36 | 
                128.36 | 
                128.36 | 
                128.24 | 
             
            
                | S1 | 
                127.82 | 
                127.82 | 
                128.23 | 
                127.56 | 
             
            
                | S2 | 
                127.30 | 
                127.30 | 
                128.14 | 
                 | 
             
            
                | S3 | 
                126.24 | 
                126.76 | 
                128.04 | 
                 | 
             
            
                | S4 | 
                125.18 | 
                125.70 | 
                127.75 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 23-Jul-2010 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                133.64 | 
                132.68 | 
                129.26 | 
                 | 
             
            
                | R3 | 
                131.95 | 
                130.99 | 
                128.79 | 
                 | 
             
            
                | R2 | 
                130.26 | 
                130.26 | 
                128.64 | 
                 | 
             
            
                | R1 | 
                129.30 | 
                129.30 | 
                128.48 | 
                128.94 | 
             
            
                | PP | 
                128.57 | 
                128.57 | 
                128.57 | 
                128.39 | 
             
            
                | S1 | 
                127.61 | 
                127.61 | 
                128.18 | 
                127.25 | 
             
            
                | S2 | 
                126.88 | 
                126.88 | 
                128.02 | 
                 | 
             
            
                | S3 | 
                125.19 | 
                125.92 | 
                127.87 | 
                 | 
             
            
                | S4 | 
                123.50 | 
                124.23 | 
                127.40 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                129.54 | 
                127.85 | 
                1.69 | 
                1.3% | 
                0.83 | 
                0.6% | 
                28% | 
                False | 
                True | 
                697,024 | 
                 
                
                | 10 | 
                129.54 | 
                127.85 | 
                1.69 | 
                1.3% | 
                0.81 | 
                0.6% | 
                28% | 
                False | 
                True | 
                700,956 | 
                 
                
                | 20 | 
                129.86 | 
                127.85 | 
                2.01 | 
                1.6% | 
                0.69 | 
                0.5% | 
                24% | 
                False | 
                True | 
                704,144 | 
                 
                
                | 40 | 
                129.93 | 
                127.12 | 
                2.81 | 
                2.2% | 
                0.72 | 
                0.6% | 
                43% | 
                False | 
                False | 
                686,481 | 
                 
                
                | 60 | 
                129.93 | 
                123.73 | 
                6.20 | 
                4.8% | 
                0.78 | 
                0.6% | 
                74% | 
                False | 
                False | 
                459,503 | 
                 
                
                | 80 | 
                129.93 | 
                121.60 | 
                8.33 | 
                6.5% | 
                0.70 | 
                0.5% | 
                81% | 
                False | 
                False | 
                344,820 | 
                 
                
                | 100 | 
                129.93 | 
                121.50 | 
                8.43 | 
                6.6% | 
                0.62 | 
                0.5% | 
                81% | 
                False | 
                False | 
                275,875 | 
                 
                
                | 120 | 
                129.93 | 
                120.76 | 
                9.17 | 
                7.1% | 
                0.53 | 
                0.4% | 
                83% | 
                False | 
                False | 
                229,919 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            133.42 | 
         
        
            | 
2.618             | 
            131.69 | 
         
        
            | 
1.618             | 
            130.63 | 
         
        
            | 
1.000             | 
            129.97 | 
         
        
            | 
0.618             | 
            129.57 | 
         
        
            | 
HIGH             | 
            128.91 | 
         
        
            | 
0.618             | 
            128.51 | 
         
        
            | 
0.500             | 
            128.38 | 
         
        
            | 
0.382             | 
            128.25 | 
         
        
            | 
LOW             | 
            127.85 | 
         
        
            | 
0.618             | 
            127.19 | 
         
        
            | 
1.000             | 
            126.79 | 
         
        
            | 
1.618             | 
            126.13 | 
         
        
            | 
2.618             | 
            125.07 | 
         
        
            | 
4.250             | 
            123.35 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Jul-2010 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                128.38 | 
                                128.64 | 
                             
                            
                                | PP | 
                                128.36 | 
                                128.54 | 
                             
                            
                                | S1 | 
                                128.35 | 
                                128.43 | 
                             
             
         |